+249.3%
VST vs FAST
+92.6%
+156.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -14.0% |
| 7D | -15.7% | +3.4% | -19.1% | -16.1% |
| 30D | -17.0% | +5.5% | -22.5% | -17.7% |
| 3M | -15.9% | +7.6% | -23.5% | -16.9% |
| 6M | -25.0% | +19.8% | -44.8% | -27.6% |
| YTD | -25.1% | +35.5% | -60.6% | -30.2% |
| 1Y | -34.9% | +31.6% | -66.5% | -38.9% |
| All | +249.3% | +92.6% | +156.7% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling